Pulse Engine – Full Portfolio Backtest Outcomes
This text presents the historic backtest outcomes of Pulse Engine, together with each the mixed portfolio efficiency and the person outcomes for every market traded by the system.
Pulse Engine is designed as a multi-market portfolio technique that trades recurring intraday patterns found by way of in depth historic analysis. Every market makes use of its personal distinctive sample set, creating diversification inside a single Knowledgeable Advisor.
The portfolio trades the next markets:
XAUUSD (Gold)
USDJPY
EURUSD
GBPUSD
BTCUSD
NASDAQ (US Tech Index)
Throughout all markets mixed, the technique contains greater than 50,000 historic trades, offering sturdy statistical significance.
All checks had been carried out in MetaTrader 5 utilizing each 1-minute OHLC modeling and actual tick information, which produced very related outcomes.
The backtest makes use of a fastened beginning stability of $100,000, and this stability stays fixed all through all the take a look at. This implies no compounding is utilized. The aim of utilizing a set stability is to indicate the underlying efficiency of the technique itself, the place each commerce and yearly has equal weight within the outcomes. If compounding had been utilized, the fairness development would seem considerably bigger.
The checks use the longest dependable historic information accessible for every market. Foreign exchange markets and Gold are examined from 2005, NASDAQ from 2012, and BTCUSD from 2018, which displays the earliest dependable information accessible.
For those who run the backtests your self, be certain that your value information makes use of appropriate spreads, as inaccurate spreads are probably the most frequent causes for various outcomes.
Mixed Portfolio Efficiency
Under are the mixed portfolio outcomes, the place all markets run collectively as a single system.
Month-to-month Efficiency Since 2005
The desk beneath reveals the month-to-month outcomes of the portfolio throughout all the backtest interval.
Market Correlation
One of many strengths of Pulse Engine is the low correlation between the patterns used throughout totally different markets.
Particular person Market Outcomes
Every market traded by Pulse Engine makes use of patterns particularly tailor-made to its conduct. Under are the person outcomes for every instrument.
